Alabama's race was "Democrat or pedophile" and going into the race, _everybody thought Moore was going to win because a Democrat was considered more unelectable than a pedophile in Alamabama_. It's easy to say "Well the republican candidate was uniquely terrible, and that's why the Democrat won". But if Moore had won, nobody would have been surprised. Plenty of people would have been disappointed, sure, but nobody would have said "Well, I for sure thought Alabama would go for the D over the R in this case".
Yes, there's definitely some unusual factors that went into this race, and the Republican party made a lot of unforced errors that let the race be competitive. But the fact that it was even possible for it to be competitive seems like evidence of a wave to me, especially when you pair it with the recent Democratic wave in Virginia.